+1,544.8%
JCI vs IRM
+9,658.3%
-8,113.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.0% |
| 7D | +2.9% | -5.3% | +8.2% | +4.6% |
| 30D | -6.9% | -2.3% | -4.6% | -6.3% |
| 3M | -6.3% | -7.4% | +1.1% | -4.1% |
| 6M | +2.6% | -12.2% | +14.8% | +6.4% |
| YTD | +21.8% | +38.6% | -16.8% | +9.7% |
| 1Y | +19.6% | +14.9% | +4.7% | +13.7% |
| 3Y | +194.9% | +108.2% | +86.8% | +131.3% |
| 5Y | +108.1% | +183.8% | -75.7% | +47.7% |
| 10Y | +307.6% | +512.6% | -205.0% | +124.9% |
| All | +1,544.8% | +9,658.3% | -8,113.5% | +448.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling